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ARTICLE
Feb 7, 2025 | Probability of default (PD), loss-given default (LGD) and exposure at default (EAD) have been the ...
ARTICLE
Jan 10, 2025 | Fueled by rampant geopolitical uncertainty, sovereign risk is on the rise in Europe. Policymakers ...
ARTICLE
Nov 27, 2024 | Financial risk managers continue to rely heavily on statistical hypothesis testing in modeling and ...
Stress Testing: A Practical Guide
Banks and regulators remain committed to stress testing. What are the different types of tests and approaches, and what elements are necessary to...
Friday, January 31, 2020
Credit Risk Measurement: Alternatives for PD-LGD-EAD on the Horizon?
Even after 40 years, the PD-LGD-EAD framework is still going strong – but models with more power and greater predictive accuracy are lurking. Though...
Friday, February 7, 2025
Private Credit Moves In on Traditional Loan Channels, and Regulators Are Watching
The segment remains small relative to total debt and the economy, but the risks of contagion and banking instability cannot be ruled out.
Friday, March 22, 2024
Synthetic Risk Transfers Draw Interest from U.S. Banks
More common in Europe until now, SRT deals can effectively off-load credit risks and help improve capital efficiency. But the pricing has to be right.
Friday, May 10, 2024
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Jun 7, 2024 | For many years, in the aftermath of the global financial crisis (GFC), a stigma was attached to ...
ARTICLE
May 17, 2024 | The European banking sector is on the verge of a substantial transformation, with the impending ...
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